-16.5%
CMG vs U
+90.5%
-107.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | +8.0% | +24.4% | -16.4% | +6.1% |
| 30D | +13.7% | +7.4% | +6.3% | +12.9% |
| 3M | +11.8% | +16.8% | -5.0% | +10.1% |
| 6M | +10.6% | +78.8% | -68.2% | +4.8% |
| YTD | -2.9% | +14.0% | -16.9% | -5.8% |
| 1Y | +17.8% | +16.7% | +1.1% | +13.8% |
| All | -16.5% | +90.5% | -107.0% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded U wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling